BNP Paribas Put 55 ABBN 20.06.202.../  DE000PG3N2V3  /

Frankfurt Zert./BNP
2024-12-20  4:47:06 PM Chg.+0.140 Bid5:19:57 PM Ask5:19:57 PM Underlying Strike price Expiration date Option type
8.130EUR +1.75% -
Bid Size: -
-
Ask Size: -
ABB LTD N 55.00 CHF 2025-06-20 Put
 

Master data

WKN: PG3N2V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Put
Strike price: 55.00 CHF
Maturity: 2025-06-20
Issue date: 2024-07-08
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -6.36
Leverage: Yes

Calculated values

Fair value: 6.99
Intrinsic value: 6.75
Implied volatility: 0.30
Historic volatility: 0.21
Parity: 6.75
Time value: 1.47
Break-even: 50.83
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.20
Spread %: 2.49%
Delta: -0.66
Theta: -0.01
Omega: -4.17
Rho: -0.21
 

Quote data

Open: 8.640
High: 8.900
Low: 8.130
Previous Close: 7.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.64%
1 Month  
+14.83%
3 Months
  -10.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.130 5.680
1M High / 1M Low: 8.130 5.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.690
Avg. volume 1W:   0.000
Avg. price 1M:   6.560
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -